Provides a Kalman filter for state estimation. More...

#include <kalman_filter.hpp>

Inheritance diagram for KalmanFilter:

[legend]

Public Member Functions
virtual Estimator *	clone () const

virtual returnValue	init (double startTime=0.0, const DVector &x0_=emptyConstVector, const DVector &p_=emptyConstVector)

	KalmanFilter (double _samplingTime=DEFAULT_SAMPLING_TIME)

	KalmanFilter (const KalmanFilter &rhs)

KalmanFilter &	operator= (const KalmanFilter &rhs)

virtual returnValue	step (double currentTime, const DVector &_y)

virtual	~KalmanFilter ()

Public Member Functions inherited from Estimator
	Estimator ()

	Estimator (double _samplingTime)

	Estimator (const Estimator &rhs)

uint	getNP () const

uint	getNU () const

uint	getNW () const

uint	getNX () const

uint	getNXA () const

uint	getNY () const

returnValue	getOutputs (DVector &_x, DVector &_xa, DVector &_u, DVector &_p, DVector &_w) const

returnValue	getP (DVector &_p) const

returnValue	getU (DVector &_u) const

returnValue	getW (DVector &_w) const

returnValue	getX (DVector &_x) const

returnValue	getXA (DVector &_xa) const

Estimator &	operator= (const Estimator &rhs)

virtual	~Estimator ()

Public Member Functions inherited from SimulationBlock
BlockName	getName () const

double	getSamplingTime () const

BooleanType	isDefined () const

SimulationBlock &	operator= (const SimulationBlock &rhs)

returnValue	setName (BlockName _name)

returnValue	setSamplingTime (double _samplingTime)

	SimulationBlock ()

	SimulationBlock (BlockName _name, double _samplingTime=DEFAULT_SAMPLING_TIME)

	SimulationBlock (const SimulationBlock &rhs)

virtual	~SimulationBlock ()

Public Member Functions inherited from UserInteraction
virtual int	addPlotWindow (PlotWindow &_window)

virtual int	operator<< (PlotWindow &_window)

virtual int	operator<< (LogRecord &_record)

UserInteraction &	operator= (const UserInteraction &rhs)

	UserInteraction ()

	UserInteraction (const UserInteraction &rhs)

virtual	~UserInteraction ()

Public Member Functions inherited from Options
returnValue	addOptionsList ()

returnValue	ensureConsistency ()

returnValue	ensureConsistency ()

returnValue	get (OptionsName name, int &value) const

returnValue	get (OptionsName name, double &value) const

returnValue	get (OptionsName name, std::string &value) const

returnValue	get (uint idx, OptionsName name, int &value) const

returnValue	get (uint idx, OptionsName name, double &value) const

returnValue	get (uint idx, OptionsName name, std::string &value) const

uint	getNumOptionsLists () const

Options	getOptions (uint idx) const

Options &	operator= (const Options &rhs)

Options &	operator= (const Options &rhs)

	Options ()

	Options ()

	Options (const Options &rhs)

	Options (const Options &rhs)

	Options ()

	Options (const OptionsList &_optionsList)

returnValue	print () const

returnValue	print () const

returnValue	printOptionsList () const

returnValue	printOptionsList (uint idx) const

returnValue	set (OptionsName name, int value)

returnValue	set (OptionsName name, double value)

returnValue	set (OptionsName name, const std::string &value)

returnValue	set (uint idx, OptionsName name, int value)

returnValue	set (uint idx, OptionsName name, double value)

returnValue	set (uint idx, OptionsName name, const std::string &value)

returnValue	setOptions (const Options &arg)

returnValue	setOptions (uint idx, const Options &arg)

returnValue	setToDefault ()

returnValue	setToDefault ()

returnValue	setToFast ()

returnValue	setToFast ()

returnValue	setToMPC ()

returnValue	setToReliable ()

returnValue	setToReliable ()

	~Options ()

	~Options ()

virtual	~Options ()

Public Member Functions inherited from Logging
int	addLogRecord (LogRecord &record)

returnValue	getAll (LogName _name, MatrixVariablesGrid &values) const

returnValue	getFirst (LogName _name, DMatrix &firstValue) const

returnValue	getFirst (LogName _name, VariablesGrid &firstValue) const

returnValue	getLast (LogName _name, DMatrix &lastValue) const

returnValue	getLast (LogName _name, VariablesGrid &lastValue) const

returnValue	getLogRecord (LogRecord &_record) const

uint	getNumLogRecords () const

	Logging ()

int	operator<< (LogRecord &record)

returnValue	printLoggingInfo () const

returnValue	printNumDoubles () const

returnValue	setAll (LogName _name, const MatrixVariablesGrid &values)

returnValue	setLast (LogName _name, const DMatrix &value, double time=-INFTY)

returnValue	setLast (LogName _name, VariablesGrid &value, double time=-INFTY)

returnValue	updateLogRecord (LogRecord &_record) const

virtual	~Logging ()

Public Member Functions inherited from Plotting
int	addPlotWindow (PlotWindow &_window)

uint	getNumPlotWindows () const

returnValue	getPlotWindow (uint idx, PlotWindow &_window) const

returnValue	getPlotWindow (PlotWindow &_window) const

int	operator<< (PlotWindow &_window)

Plotting &	operator= (const Plotting &rhs)

virtual returnValue	plot (PlotFrequency _frequency=PLOT_IN_ANY_CASE)

	Plotting ()

	Plotting (const Plotting &rhs)

virtual returnValue	replot (PlotFrequency _frequency=PLOT_IN_ANY_CASE)

virtual	~Plotting ()

Additional Inherited Members
Public Attributes inherited from Options
real_t	boundRelaxation

real_t	boundTolerance

int	dropBoundPriority

int_t	dropBoundPriority

int	dropEqConPriority

int_t	dropEqConPriority

int	dropIneqConPriority

int_t	dropIneqConPriority

int	enableCholeskyRefactorisation

int_t	enableCholeskyRefactorisation

int	enableDriftCorrection

int_t	enableDriftCorrection

BooleanType	enableDropInfeasibles

BooleanType	enableEqualities

BooleanType	enableFarBounds

BooleanType	enableFlippingBounds

BooleanType	enableFullLITests

BooleanType	enableInertiaCorrection

BooleanType	enableNZCTests

BooleanType	enableRamping

BooleanType	enableRegularisation

real_t	epsDen

real_t	epsFlipping

real_t	epsIterRef

real_t	epsLITests

real_t	epsNum

real_t	epsNZCTests

real_t	epsRegularisation

real_t	finalRamping

real_t	growFarBounds

real_t	initialFarBounds

real_t	initialRamping

SubjectToStatus	initialStatusBounds

real_t	maxDualJump

real_t	maxPrimalJump

int	numRefinementSteps

int_t	numRefinementSteps

int	numRegularisationSteps

int_t	numRegularisationSteps

PrintLevel	printLevel

real_t	rcondSMin

real_t	terminationTolerance

Protected Member Functions inherited from UserInteraction
virtual returnValue	getPlotDataFromMemberLoggings (PlotWindow &_window) const

BlockStatus	getStatus () const

returnValue	setStatus (BlockStatus _status)

Protected Member Functions inherited from Options
returnValue	addOption (OptionsName name, int value)

returnValue	addOption (OptionsName name, double value)

returnValue	addOption (OptionsName name, const std::string &value)

returnValue	addOption (uint idx, OptionsName name, int value)

returnValue	addOption (uint idx, OptionsName name, double value)

returnValue	addOption (uint idx, OptionsName name, const std::string &value)

returnValue	clearOptionsList ()

returnValue	copy (const Options &rhs)

returnValue	copy (const Options &rhs)

returnValue	declareOptionsUnchanged ()

returnValue	declareOptionsUnchanged (uint idx)

BooleanType	haveOptionsChanged () const

BooleanType	haveOptionsChanged (uint idx) const

virtual returnValue	setupOptions ()

Protected Member Functions inherited from Logging
virtual returnValue	setupLogging ()

Protected Attributes inherited from Estimator
DVector	p

DVector	u

DVector	w

DVector	x

DVector	xa

Protected Attributes inherited from SimulationBlock
BlockName	name

RealClock	realClock

double	samplingTime

Protected Attributes inherited from UserInteraction
BlockStatus	status

Protected Attributes inherited from Options
std::vector< OptionsList >	lists

Protected Attributes inherited from Logging
std::vector< LogRecord >	logCollection

int	logIdx

Protected Attributes inherited from Plotting
PlotCollection	plotCollection

Detailed Description

Provides a Kalman filter for state estimation.

The class KalmanFilter provides a Kalman filter for state estimation.

\author Hans Joachim Ferreau, Boris Houska

Definition at line 53 of file kalman_filter.hpp.

Constructor & Destructor Documentation

BEGIN_NAMESPACE_ACADO KalmanFilter::KalmanFilter ( double _samplingTime = DEFAULT_SAMPLING_TIME )

Constructor taking minimal sub-block configuration.

Definition at line 46 of file kalman_filter.cpp.

KalmanFilter::KalmanFilter ( const KalmanFilter & rhs )

Copy constructor (deep copy).

Definition at line 53 of file kalman_filter.cpp.

KalmanFilter::~KalmanFilter ( )

virtual

Destructor.

Definition at line 58 of file kalman_filter.cpp.

Member Function Documentation

Estimator * KalmanFilter::clone ( ) const

virtual

Implements Estimator.

Definition at line 76 of file kalman_filter.cpp.

returnValue KalmanFilter::init	(	double	startTime = `0.0`,
		const DVector &	x0_ = `emptyConstVector`,
		const DVector &	p_ = `emptyConstVector`
	)

virtual

Initialization.

Reimplemented from Estimator.

Definition at line 83 of file kalman_filter.cpp.

KalmanFilter & KalmanFilter::operator= ( const KalmanFilter & rhs )

Assignment operator (deep copy).

Definition at line 63 of file kalman_filter.cpp.

returnValue KalmanFilter::step	(	double	currentTime,
		const DVector &	_y
	)

virtual

Executes next single step.

Implements Estimator.

Definition at line 94 of file kalman_filter.cpp.

The documentation for this class was generated from the following files:

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation